Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation |
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Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (English)
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31 July 2013
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singular control
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dividend policy
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Markov chain approximation
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numerical method
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reinsurance
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regime switching
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